𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bid/ask spreads in the foreign exchange market: An alternative interpretation

✍ Scribed by Russell Poskitt

Book ID
116816775
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
181 KB
Volume
13
Category
Article
ISSN
0927-538X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Bid–ask spread and order size in the for
Bid–ask spread and order size in the foreign exchange market: an empirical investigation
✍ Liang Ding πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 108 KB

## Abstract This article empirically examines the relationship between order sizes and spreads in the foreign exchange (FX) market based on a FX dealer's quotes. It is found that spreads are independent of order sizes in the inter‐dealer market, but they are negatively correlated in the customer ma

The determinants of bid-ask spreads in t
The determinants of bid-ask spreads in the foreign exchange futures market: A microstructure analysis
✍ Ding, David K. πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 232 KB πŸ‘ 2 views

This paper investigates and analyzes the intraday and daily determinants of bid-ask spreads (BASs) in the foreign exchange futures (FXF) market. It is found that the number of transactions and the volatility of FXF prices are the major determinants. The number of transactions is negatively related t